-13.4%
FND vs MKTX
+5.4%
-18.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | 0.0% | +11.0% | +10.9% |
| 7D | +12.3% | +0.5% | +11.8% | +12.4% |
| 30D | +14.7% | +1.0% | +13.8% | +14.8% |
| 3M | -12.0% | +2.5% | -14.5% | -11.9% |
| 6M | +10.8% | +8.0% | +2.7% | +8.4% |
| YTD | -12.3% | -7.3% | -5.0% | -15.1% |
| 1Y | -13.4% | +4.7% | -18.0% | -13.3% |
| All | -13.4% | +5.4% | -18.8% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MKTX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling